Trading Metrics calculated at close of trading on 17-Oct-2014 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2014 |
17-Oct-2014 |
Change |
Change % |
Previous Week |
Open |
1,241.5 |
1,238.9 |
-2.6 |
-0.2% |
1,230.0 |
High |
1,244.5 |
1,241.1 |
-3.4 |
-0.3% |
1,249.3 |
Low |
1,237.9 |
1,234.2 |
-3.7 |
-0.3% |
1,224.2 |
Close |
1,242.4 |
1,240.3 |
-2.1 |
-0.2% |
1,240.3 |
Range |
6.6 |
6.9 |
0.3 |
4.5% |
25.1 |
ATR |
13.7 |
13.3 |
-0.4 |
-2.9% |
0.0 |
Volume |
3,223 |
773 |
-2,450 |
-76.0% |
7,492 |
|
Daily Pivots for day following 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,259.2 |
1,256.7 |
1,244.1 |
|
R3 |
1,252.3 |
1,249.8 |
1,242.2 |
|
R2 |
1,245.4 |
1,245.4 |
1,241.6 |
|
R1 |
1,242.9 |
1,242.9 |
1,240.9 |
1,244.2 |
PP |
1,238.5 |
1,238.5 |
1,238.5 |
1,239.2 |
S1 |
1,236.0 |
1,236.0 |
1,239.7 |
1,237.3 |
S2 |
1,231.6 |
1,231.6 |
1,239.0 |
|
S3 |
1,224.7 |
1,229.1 |
1,238.4 |
|
S4 |
1,217.8 |
1,222.2 |
1,236.5 |
|
|
Weekly Pivots for week ending 17-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.2 |
1,301.9 |
1,254.1 |
|
R3 |
1,288.1 |
1,276.8 |
1,247.2 |
|
R2 |
1,263.0 |
1,263.0 |
1,244.9 |
|
R1 |
1,251.7 |
1,251.7 |
1,242.6 |
1,257.4 |
PP |
1,237.9 |
1,237.9 |
1,237.9 |
1,240.8 |
S1 |
1,226.6 |
1,226.6 |
1,238.0 |
1,232.3 |
S2 |
1,212.8 |
1,212.8 |
1,235.7 |
|
S3 |
1,187.7 |
1,201.5 |
1,233.4 |
|
S4 |
1,162.6 |
1,176.4 |
1,226.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,249.3 |
1,224.2 |
25.1 |
2.0% |
10.8 |
0.9% |
64% |
False |
False |
1,498 |
10 |
1,249.3 |
1,185.8 |
63.5 |
5.1% |
12.2 |
1.0% |
86% |
False |
False |
1,546 |
20 |
1,249.3 |
1,185.8 |
63.5 |
5.1% |
12.3 |
1.0% |
86% |
False |
False |
1,403 |
40 |
1,297.5 |
1,185.8 |
111.7 |
9.0% |
11.3 |
0.9% |
49% |
False |
False |
1,397 |
60 |
1,321.1 |
1,185.8 |
135.3 |
10.9% |
9.9 |
0.8% |
40% |
False |
False |
1,129 |
80 |
1,347.2 |
1,185.8 |
161.4 |
13.0% |
9.1 |
0.7% |
34% |
False |
False |
897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.4 |
2.618 |
1,259.2 |
1.618 |
1,252.3 |
1.000 |
1,248.0 |
0.618 |
1,245.4 |
HIGH |
1,241.1 |
0.618 |
1,238.5 |
0.500 |
1,237.7 |
0.382 |
1,236.8 |
LOW |
1,234.2 |
0.618 |
1,229.9 |
1.000 |
1,227.3 |
1.618 |
1,223.0 |
2.618 |
1,216.1 |
4.250 |
1,204.9 |
|
|
Fisher Pivots for day following 17-Oct-2014 |
Pivot |
1 day |
3 day |
R1 |
1,239.4 |
1,239.1 |
PP |
1,238.5 |
1,237.9 |
S1 |
1,237.7 |
1,236.8 |
|